Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1784075.3683 | -102701.3661 | -1681374.0022 | 36850.1952 | -3072734.4128 | 3109584.608 |
Total P&L (%) | -1784.0754 | -102.7014 | -1681.374 | 36.8502 | -3072.7344 | 3109.5846 |
Avg Daily Profit (%) | -0.7911 | -0.0455 | -0.7455 | 0.0139 | 0 | 0.1539 |
Buy And Hold Return (%) | 262.9534 | 262.9534 | 262.9534 | 262.9534 | 262.9534 | 262.9534 |
Max Trade Drawdown | -1849321 | -152687 | -1746972 | -6011137 | -4493161 | -1553774 |
Profit Factor | 0.2166 | 0.7076 | 0.1271 | 1.0041 | 0.4489 | 1.9243 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 13 | 21 |
Losing Trades | 33 | 18 | 15 | 33 | 20 | 13 |
Profitability (%) | 50.7463 | 45.4545 | 55.8824 | 50.7463 | 39.3939 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.2103 | 0.8492 | 0.1004 | 0.9746 | 0.6906 | 1.1912 |
Largest Winning Trade | 40552 | 40552 | 33549 | 4043793 | 1510839 | 4043793 |
Largest Losing Trade | -1271168 | -49846 | -1271168 | -2661452 | -2661452 | -867350 |
Avg Bars in Trades | 128 | 140 | 116 | 128 | 140 | 116 |
Avg Bars in Winners | 57 | 68 | 49 | 73 | 76 | 72 |
Avg Bars in Losers | 200 | 200 | 201 | 184 | 182 | 187 |
Bars Traded | 8590 | 4635 | 3955 | 8590 | 4635 | 3955 |
Profit Streak | 9.5159 | 0 | 126.5159 | 9.5159 | 0 | 126.5159 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701015 | -582570 | -579073 | -677933 | -584927 | 455534 |
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{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 4.71625 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -1784075.3683297604, -102701.3660847974, -1681374.002244964, 36850.1951846231, -3072734.412838501, 3109584.6080231243 ], [ -1784.075368, -102.701366, -1681.374002, 36.850195, -3072.734413, 3109.584608 ], [ -0.791077, -0.045539, -0.745538, 0.013911, 0, 0.153925 ], [ 262.953368, 262.953368, 262.953368, 262.953368, 262.953368, 262.953368 ], [ -1849321, -152687, -1746972, -6011137, -4493161, -1553774 ], [ 0.216649, 0.707626, 0.127114, 1.004122, 0.448892, 1.924287 ], [ 67, 33, 34, 67, 33, 34 ], [ 34, 15, 19, 34, 13, 21 ], [ 33, 18, 15, 33, 20, 13 ], [ 50.746269, 45.454545, 55.882353, 50.746269, 39.393939, 61.764706 ], [ 0.210277, 0.849152, 0.100353, 0.974589, 0.690603, 1.191226 ], [ 40552, 40552, 33549, 4043793, 1510839, 4043793 ], [ -1271168, -49846, -1271168, -2661452, -2661452, -867350 ], [ 128, 140, 116, 128, 140, 116 ], [ 57, 68, 49, 73, 76, 72 ], [ 200, 200, 201, 184, 182, 187 ], [ 8590, 4635, 3955, 8590, 4635, 3955 ], [ 9.515899, 0, 126.515899, 9.515899, 0, 126.515899 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -701015, -582570, -579073, -677933, -584927, 455534 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566561600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758824573650, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 4.71625 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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